-96.9%
FCEL vs SWK
-25.5%
-71.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.4% | +11.9% | +11.8% |
| 7D | -11.2% | +11.0% | -22.3% | -19.4% |
| 30D | -45.8% | +30.1% | -75.8% | -57.0% |
| 3M | -51.0% | +14.7% | -65.6% | -57.2% |
| 6M | -22.2% | +44.5% | -66.7% | -43.4% |
| YTD | +36.3% | +59.4% | -23.1% | -10.6% |
| 1Y | +29.0% | +77.5% | -48.5% | -22.6% |
| 3Y | -70.9% | +49.5% | -120.3% | -80.4% |
| All | -96.9% | -25.5% | -71.5% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling